+39.0%
DVN vs SM
+70.4%
-31.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -15.3% | +7.9% | +0.8% |
| 7D | -13.9% | -21.5% | +7.5% | -2.3% |
| 30D | -8.0% | -11.4% | +3.3% | -2.2% |
| 3M | +0.8% | +0.6% | +0.2% | -0.1% |
| 6M | -12.8% | +0.2% | -13.0% | -13.9% |
| YTD | +22.7% | +69.7% | -46.9% | -10.0% |
| 1Y | +39.0% | +71.6% | -32.6% | +1.6% |
| All | +39.0% | +70.4% | -31.4% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling